+90.2%
JEPQ vs DE
+82.9%
+7.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -2.6% | +2.4% | +0.4% |
| 30D | +0.8% | +9.0% | -8.3% | -1.2% |
| 3M | +4.0% | +19.1% | -15.2% | -0.2% |
| 6M | +10.4% | +14.4% | -4.0% | +6.7% |
| YTD | +11.4% | +45.9% | -34.5% | +1.0% |
| 1Y | +18.9% | +43.6% | -24.7% | +8.0% |
| 3Y | +70.3% | +75.9% | -5.6% | +45.2% |
| All | +90.2% | +82.9% | +7.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling